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<div class="title">hyperparameters_mle_mod Module Reference</div>  </div>
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Data Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">interface &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="interfacehyperparameters__mle__mod_1_1hyperparameters__mle.html">hyperparameters_mle</a></td></tr>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">subroutine&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classhyperparameters__mle__mod.html#aa72f64b2dbbecfff287443e3d839d2fd">hyperparameters_mle_func</a> (ndim, ntot, X, Y, stot, H, theta, sigma, sigmaN, logpy)</td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">Subroutine used to set up the optimization required to determine hyperparameters for a function-only Kriging model. Optimization is performed only for the length scales used in the covariance function and covariance magnitude is determined explicitly. Optimization bounds for the length scales are found here. The hard-coded noise level used to keep the covariance matrix positive-definite is also specified here.  <a href="#aa72f64b2dbbecfff287443e3d839d2fd"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">subroutine&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classhyperparameters__mle__mod.html#a12efb9121415c9fc805e4116823db4f4">hyperparameters_mle_grad</a> (ndim, ntot, X, Y, gtot, pts, dims, dY, stot, H, theta, sigma, sigmaN, sigmaNG, logpy)</td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">Subroutine used to set up the optimization required to determine hyperparameters for a gradient-enhanced Kriging model. Optimization is performed only for the length scales used in the covariance function and covariance magnitude is determined explicitly. Optimization bounds for the length scales are found here. The hard-coded noise level for the function and gradient used to keep the covariance matrix positive-definite are also specified here.  <a href="#a12efb9121415c9fc805e4116823db4f4"></a><br/></td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock">
<p>Definition at line <a class="el" href="hyperparameters__mle_8f90_source.html#l00013">13</a> of file <a class="el" href="hyperparameters__mle_8f90_source.html">hyperparameters_mle.f90</a>.</p>
</div><hr/><h2>Member Function/Subroutine Documentation</h2>
<a class="anchor" id="aa72f64b2dbbecfff287443e3d839d2fd"></a><!-- doxytag: member="hyperparameters_mle_mod::hyperparameters_mle_func" ref="aa72f64b2dbbecfff287443e3d839d2fd" args="(ndim, ntot, X, Y, stot, H, theta, sigma, sigmaN, logpy)" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">subroutine hyperparameters_mle_mod::hyperparameters_mle_func </td>
          <td>(</td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>ndim</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>ntot</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(ndim,ntot), intent(in)&#160;</td>
          <td class="paramname"><em>X</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(ntot), intent(in)&#160;</td>
          <td class="paramname"><em>Y</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>stot</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(stot,ntot), intent(in)&#160;</td>
          <td class="paramname"><em>H</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(ndim), intent(out)&#160;</td>
          <td class="paramname"><em>theta</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>sigma</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>sigmaN</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>logpy</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div>
<div class="memdoc">

<p>Subroutine used to set up the optimization required to determine hyperparameters for a function-only Kriging model. Optimization is performed only for the length scales used in the covariance function and covariance magnitude is determined explicitly. Optimization bounds for the length scales are found here. The hard-coded noise level used to keep the covariance matrix positive-definite is also specified here. </p>

<p>Definition at line <a class="el" href="hyperparameters__mle_8f90_source.html#l00019">19</a> of file <a class="el" href="hyperparameters__mle_8f90_source.html">hyperparameters_mle.f90</a>.</p>

<p>References <a class="el" href="patternsearch_8f90_source.html#l00040">patternsearch()</a>, and <a class="el" href="simplexsearch_8f90_source.html#l00052">simplexsearch()</a>.</p>

</div>
</div>
<a class="anchor" id="a12efb9121415c9fc805e4116823db4f4"></a><!-- doxytag: member="hyperparameters_mle_mod::hyperparameters_mle_grad" ref="a12efb9121415c9fc805e4116823db4f4" args="(ndim, ntot, X, Y, gtot, pts, dims, dY, stot, H, theta, sigma, sigmaN, sigmaNG, logpy)" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname">subroutine hyperparameters_mle_mod::hyperparameters_mle_grad </td>
          <td>(</td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>ndim</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>ntot</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(ndim,ntot), intent(in)&#160;</td>
          <td class="paramname"><em>X</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(ntot), intent(in)&#160;</td>
          <td class="paramname"><em>Y</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>gtot</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, dimension(gtot), intent(in)&#160;</td>
          <td class="paramname"><em>pts</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, dimension(gtot), intent(in)&#160;</td>
          <td class="paramname"><em>dims</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(gtot), intent(in)&#160;</td>
          <td class="paramname"><em>dY</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">integer, intent(in)&#160;</td>
          <td class="paramname"><em>stot</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(stot,ntot+gtot), intent(in)&#160;</td>
          <td class="paramname"><em>H</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), dimension(ndim), intent(out)&#160;</td>
          <td class="paramname"><em>theta</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>sigma</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>sigmaN</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>sigmaNG</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">real(8), intent(out)&#160;</td>
          <td class="paramname"><em>logpy</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div>
<div class="memdoc">

<p>Subroutine used to set up the optimization required to determine hyperparameters for a gradient-enhanced Kriging model. Optimization is performed only for the length scales used in the covariance function and covariance magnitude is determined explicitly. Optimization bounds for the length scales are found here. The hard-coded noise level for the function and gradient used to keep the covariance matrix positive-definite are also specified here. </p>

<p>Definition at line <a class="el" href="hyperparameters__mle_8f90_source.html#l00074">74</a> of file <a class="el" href="hyperparameters__mle_8f90_source.html">hyperparameters_mle.f90</a>.</p>

<p>References <a class="el" href="patternsearch_8f90_source.html#l00040">patternsearch()</a>, and <a class="el" href="simplexsearch_8f90_source.html#l00052">simplexsearch()</a>.</p>

</div>
</div>
<hr/>The documentation for this module was generated from the following file:<ul>
<li><a class="el" href="hyperparameters__mle_8f90_source.html">hyperparameters_mle.f90</a></li>
</ul>
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